+144,634.5%
HUBB vs SAN
+1,735.1%
+142,899.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.8% | +4.0% | -2.3% | +0.6% |
| 30D | -7.7% | -7.8% | +0.1% | -5.8% |
| 3M | -13.6% | -16.4% | +2.8% | -9.4% |
| 6M | -9.1% | +3.5% | -12.7% | -10.6% |
| YTD | -0.7% | +6.7% | -7.4% | -3.8% |
| 1Y | +1.1% | +14.5% | -13.4% | -4.0% |
| 3Y | +56.2% | +243.5% | -187.3% | +7.1% |
| 5Y | +126.6% | +296.2% | -169.6% | +44.6% |
| 10Y | +384.6% | +268.5% | +116.1% | +200.7% |
| All | +144,634.5% | +1,735.1% | +142,899.3% | +64,803.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling